Trading Metrics calculated at close of trading on 13-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
1,300.1 |
1,307.9 |
7.8 |
0.6% |
1,301.0 |
High |
1,308.8 |
1,317.9 |
9.1 |
0.7% |
1,307.8 |
Low |
1,298.6 |
1,307.3 |
8.7 |
0.7% |
1,287.5 |
Close |
1,304.5 |
1,315.8 |
11.3 |
0.9% |
1,306.0 |
Range |
10.2 |
10.6 |
0.4 |
3.9% |
20.3 |
ATR |
12.0 |
12.1 |
0.1 |
0.9% |
0.0 |
Volume |
37,826 |
33,493 |
-4,333 |
-11.5% |
129,653 |
|
Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.5 |
1,341.2 |
1,321.6 |
|
R3 |
1,334.9 |
1,330.6 |
1,318.7 |
|
R2 |
1,324.3 |
1,324.3 |
1,317.7 |
|
R1 |
1,320.0 |
1,320.0 |
1,316.8 |
1,322.2 |
PP |
1,313.7 |
1,313.7 |
1,313.7 |
1,314.7 |
S1 |
1,309.4 |
1,309.4 |
1,314.8 |
1,311.6 |
S2 |
1,303.1 |
1,303.1 |
1,313.9 |
|
S3 |
1,292.5 |
1,298.8 |
1,312.9 |
|
S4 |
1,281.9 |
1,288.2 |
1,310.0 |
|
|
Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.3 |
1,354.0 |
1,317.2 |
|
R3 |
1,341.0 |
1,333.7 |
1,311.6 |
|
R2 |
1,320.7 |
1,320.7 |
1,309.7 |
|
R1 |
1,313.4 |
1,313.4 |
1,307.9 |
1,317.1 |
PP |
1,300.4 |
1,300.4 |
1,300.4 |
1,302.3 |
S1 |
1,293.1 |
1,293.1 |
1,304.1 |
1,296.8 |
S2 |
1,280.1 |
1,280.1 |
1,302.3 |
|
S3 |
1,259.8 |
1,272.8 |
1,300.4 |
|
S4 |
1,239.5 |
1,252.5 |
1,294.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,317.9 |
1,287.5 |
30.4 |
2.3% |
10.7 |
0.8% |
93% |
True |
False |
38,112 |
10 |
1,335.4 |
1,287.5 |
47.9 |
3.6% |
12.4 |
0.9% |
59% |
False |
False |
27,611 |
20 |
1,356.0 |
1,287.5 |
68.5 |
5.2% |
12.5 |
1.0% |
41% |
False |
False |
17,208 |
40 |
1,356.0 |
1,287.5 |
68.5 |
5.2% |
11.0 |
0.8% |
41% |
False |
False |
11,374 |
60 |
1,356.0 |
1,249.0 |
107.0 |
8.1% |
11.1 |
0.8% |
62% |
False |
False |
8,635 |
80 |
1,356.0 |
1,227.3 |
128.7 |
9.8% |
10.6 |
0.8% |
69% |
False |
False |
7,174 |
100 |
1,356.0 |
1,215.0 |
141.0 |
10.7% |
10.6 |
0.8% |
71% |
False |
False |
6,149 |
120 |
1,356.0 |
1,201.6 |
154.4 |
11.7% |
10.9 |
0.8% |
74% |
False |
False |
5,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.0 |
2.618 |
1,345.7 |
1.618 |
1,335.1 |
1.000 |
1,328.5 |
0.618 |
1,324.5 |
HIGH |
1,317.9 |
0.618 |
1,313.9 |
0.500 |
1,312.6 |
0.382 |
1,311.3 |
LOW |
1,307.3 |
0.618 |
1,300.7 |
1.000 |
1,296.7 |
1.618 |
1,290.1 |
2.618 |
1,279.5 |
4.250 |
1,262.3 |
|
|
Fisher Pivots for day following 13-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,314.7 |
1,313.0 |
PP |
1,313.7 |
1,310.3 |
S1 |
1,312.6 |
1,307.5 |
|